FUTG vs. NETX

Last updated Jun 4, 2026

FUTG (Leverage Shares 2X Long FUTU Daily ETF) and NETX (Tradr 2X Long NET Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. FUTG charges 0.75%/yr vs 1.30%/yr for NETX.

Performance

FUTG vs. NETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Tradr 2X Long NET Daily ETF (NETX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FUTG

• 1D: -11.10%
• 1M: -70.24%
• YTD: -75.53%
• 6M: -77.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

NETX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FUTG vs. NETX - Yearly Performance Comparison

	2026 (YTD)	2025
FUTG Leverage Shares 2X Long FUTU Daily ETF	-75.53%	-0.80%
NETX Tradr 2X Long NET Daily ETF	-18.20%	-23.33%

Correlation

The correlation between FUTG and NETX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.24

Return for Risk

FUTG vs. NETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FUTU Daily ETF (FUTG) and Tradr 2X Long NET Daily ETF (NETX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FUTG	NETX	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.66	—	—

Drawdowns

Drawdown Indicators

	FUTG	NETX	Difference
Max Drawdown Largest peak-to-trough decline	-86.19%	—	—
Current Drawdown Current decline from peak	-84.29%	—	—
Average Drawdown Average peak-to-trough decline	-40.35%	—	—

Volatility

Volatility by Period

	FUTG	NETX	Difference
Volatility (1Y) Calculated over the trailing 1-year period	136.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	136.01%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	136.01%	—	—

FUTG vs. NETX - Expense Ratio Comparison

FUTG has a 0.75% expense ratio, which is lower than NETX's 1.30% expense ratio.

Dividends

FUTG vs. NETX - Dividend Comparison

Neither FUTG nor NETX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both FUTG and NETX in my portfolio?

FUTG and NETX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FUTG or NETX?

On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FUTG or NETX?

FUTG is cheaper with a 0.75% expense ratio, compared with 1.30% for NETX.

Which ETF pays a higher dividend yield, FUTG or NETX?

FUTG and NETX have nearly identical dividend yields, around 0.00%.

What is the main difference between FUTG and NETX?

They also come from different issuers: Leverage Shares and Tradr ETFs. Their fees differ too: 0.75% for FUTG and 1.30% for NETX.